Personally, I alternate 230gr JHP and FMJ in the magazine.
JHP's don't fragment, per se - although fragments can break off during the deformation/expansion.
Whatever round you use there's enough information out there to support the idea that while you may not what OVERpenetration, you certainly don't want UNDERpenetration, either. The actual danger from overpenetration is - in my humble opinion - usually quite exagerrated.
Think about this: it takes a round the same amount of force to puncture human skin on the exit side as it does to penetrate 4 inches of muscle, and on the entry side it is equivilant to 2 inches of muscle. Just to get in and out of the body, a round would have to have - at a bare minimum - 6 inches of penetration. Add to that all of the muscle tissue that the round would have to travel through, and to any bone that the round may hit, and subtract that total from - say - a 230 gr JHP moving at 800-900 fps at the point of impact (and slowing down as it travels through the body). Even then, a standard, already expanded JHP moving at 250fps will only penetrate human tissue 50% of the time.
All this to say that the REAL danger isn't overpenetration, rather it's the shots that we miss that are more likely to kill a bystander. And - with such a lousy statistical hit rate of less than 18% in a gunfight, I would suggest that overpenetration is by far the least of our worries. As many have stated: shot placement is key. If you can't hit the target, it doesn't really matter what round you have in there, eh?
Charles can smack me if I'm out of my lane here, but in Texas one does NOT have protection under the law if an innocent bystander is injured with a round from one's weapon - regardless of the circumstance. A jury will NOT care what round you used - only that you hit someone that you did not intend. That is usually the product of a poorly aimed round, not the "magic bullet"...
I might even suggest that the only time ammunition choice may come back to haunt you is where a BG who was "stopped" but not "killed" decides to sue - claiming that you're a raving lunatic carrying ammunition designed to maim and cause suffering.
For the purposes of this thread - and the original question - Liberty is correct. They are all going to behave pretty much the same. Anyone who debates the performance of Hydrashok vs. Ranger XST vs. Speer GoldDot is - in my humble opinion - either misguided or far more technical in their ammunition selection than I am.